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| Artikel-Nr.:
5667A-9783319701592 Herst.-Nr.:
9783319701592 EAN/GTIN:
9783319701592 |
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| This book describes a new pattern discovery approach based on the combination among rules between Perceptually Important Points (PIPs) and the Symbolic Aggregate approximation (SAX) representation optimized by Genetic Algorithm (GA). The proposed approach was tested with real data from S&P500 index and all the results obtained outperform the Buy&Hold strategy. Three different case studies are presented by the authors. Weitere Informationen: | | Author: | João Leitão; Rui Ferreira Neves; Nuno C.G. Horta | Verlag: | Springer International Publishing | Sprache: | eng |
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| Weitere Suchbegriffe: pattern discovery, perceptually important points, genetic algorithm, investment rules, SAX representation, algorithm analysis and problem complexity, quantitative finance |
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